Home > The First National Bank of Anthony > Securities
The First National Bank of Anthony, Securities
| 2009-03-31 | Rank | |
| Total securities | $17,954,000 | 4,680 |
| U.S. Government securities | $17,729,000 | 3,806 |
| U.S. Treasury securities | $0 | 981 |
| U.S. Government agency obligations | $17,729,000 | 3,728 |
| Securities issued by states & political subdivisions | $225,000 | 5,601 |
| Other domestic debt securities | $0 | 3,349 |
| Privately issued residential mortgage-backed securities | $0 | 1,686 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,517 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,804 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $17,399,000 | 2,513 |
| Mortgage-backed securities | $68,000 | 6,253 |
| Certificates of participation in pools of residential mortgages | $49,000 | 6,008 |
| Issued or guaranteed by U.S. | $49,000 | 5,990 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $19,000 | 3,702 |
| CMOs issued by government agencies or sponsored agencies | $19,000 | 3,314 |
| Privately issued | $0 | 1,599 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $708,000 | 2,662 |
| Available-for-sale securities (fair market value) | $17,246,000 | 4,299 |
| Total debt securities | $17,953,000 | 4,647 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,280 |
| Fair value | $490,000 | 1,393 |
| Trading account assets | $0 | 234 |
| Revaluation gains on off-balance sheet contracts | $0 | 65 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-12-31 | Rank | |
| Total securities | $14,764,000 | 5,154 |
| U.S. Government securities | $14,534,000 | 4,306 |
| U.S. Treasury securities | $0 | 973 |
| U.S. Government agency obligations | $14,534,000 | 4,230 |
| Securities issued by states & political subdivisions | $230,000 | 5,554 |
| Other domestic debt securities | $0 | 3,273 |
| Privately issued residential mortgage-backed securities | $0 | 1,641 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 332 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,447 |
| Foreign debt securities | $0 | 172 |
| Equity securities | $0 | 1,803 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,284,000 | 2,950 |
| Mortgage-backed securities | $72,000 | 6,275 |
| Certificates of participation in pools of residential mortgages | $52,000 | 6,022 |
| Issued or guaranteed by U.S. | $52,000 | 6,001 |
| Privately issued | $0 | 188 |
| Collaterized mortgage obligations | $20,000 | 3,666 |
| CMOs issued by government agencies or sponsored agencies | $20,000 | 3,308 |
| Privately issued | $0 | 1,555 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,965,000 | 2,204 |
| Available-for-sale securities (fair market value) | $12,799,000 | 4,934 |
| Total debt securities | $14,764,000 | 5,112 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,335 |
| Fair value | $483,000 | 1,441 |
| Trading account assets | $0 | 236 |
| Revaluation gains on off-balance sheet contracts | $0 | 62 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2008-09-30 | Rank | |
| Total securities | $14,613,000 | 5,126 |
| U.S. Government securities | $14,383,000 | 4,287 |
| U.S. Treasury securities | $0 | 1,019 |
| U.S. Government agency obligations | $14,383,000 | 4,212 |
| Securities issued by states & political subdivisions | $230,000 | 5,572 |
| Other domestic debt securities | $0 | 3,233 |
| Privately issued residential mortgage-backed securities | $0 | 1,618 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 310 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,412 |
| Foreign debt securities | $0 | 181 |
| Equity securities | $0 | 1,898 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,245,000 | 2,954 |
| Mortgage-backed securities | $79,000 | 6,269 |
| Certificates of participation in pools of residential mortgages | $58,000 | 6,024 |
| Issued or guaranteed by U.S. | $58,000 | 6,004 |
| Privately issued | $0 | 192 |
| Collaterized mortgage obligations | $21,000 | 3,600 |
| CMOs issued by government agencies or sponsored agencies | $21,000 | 3,239 |
| Privately issued | $0 | 1,529 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,968,000 | 2,220 |
| Available-for-sale securities (fair market value) | $12,645,000 | 4,901 |
| Total debt securities | $14,614,000 | 5,083 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,321 |
| Fair value | $483,000 | 1,439 |
| Trading account assets | $0 | 251 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2008-06-30 | Rank | |
| Total securities | $14,716,000 | 5,160 |
| U.S. Government securities | $14,486,000 | 4,311 |
| U.S. Treasury securities | $0 | 1,021 |
| U.S. Government agency obligations | $14,486,000 | 4,241 |
| Securities issued by states & political subdivisions | $230,000 | 5,626 |
| Other domestic debt securities | $0 | 3,200 |
| Privately issued residential mortgage-backed securities | $0 | 1,597 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 294 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,402 |
| Foreign debt securities | $0 | 189 |
| Equity securities | $0 | 1,972 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $6,748,000 | 4,049 |
| Mortgage-backed securities | $370,000 | 5,959 |
| Certificates of participation in pools of residential mortgages | $348,000 | 5,621 |
| Issued or guaranteed by U.S. | $348,000 | 5,597 |
| Privately issued | $0 | 202 |
| Collaterized mortgage obligations | $22,000 | 3,612 |
| CMOs issued by government agencies or sponsored agencies | $22,000 | 3,267 |
| Privately issued | $0 | 1,503 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,971,000 | 2,223 |
| Available-for-sale securities (fair market value) | $12,745,000 | 4,960 |
| Total debt securities | $14,716,000 | 5,105 |
| Structured notes | ||
| Amortized cost | $0 | 1,774 |
| Fair value | $0 | 1,775 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 66 |
| Revaluation losses on off-balance sheet contracts | $0 | 65 |
| 2008-03-31 | Rank | |
| Total securities | $14,997,000 | 5,117 |
| U.S. Government securities | $14,767,000 | 4,267 |
| U.S. Treasury securities | $0 | 1,044 |
| U.S. Government agency obligations | $14,767,000 | 4,190 |
| Securities issued by states & political subdivisions | $230,000 | 5,632 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,589 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 288 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,362 |
| Foreign debt securities | $0 | 199 |
| Equity securities | $0 | 1,949 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,859,000 | 3,399 |
| Mortgage-backed securities | $440,000 | 5,900 |
| Certificates of participation in pools of residential mortgages | $417,000 | 5,553 |
| Issued or guaranteed by U.S. | $417,000 | 5,524 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $23,000 | 3,603 |
| CMOs issued by government agencies or sponsored agencies | $23,000 | 3,249 |
| Privately issued | $0 | 1,493 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,973,000 | 2,264 |
| Available-for-sale securities (fair market value) | $13,024,000 | 4,921 |
| Total debt securities | $14,997,000 | 5,058 |
| Structured notes | ||
| Amortized cost | $0 | 1,922 |
| Fair value | $0 | 1,923 |
| Trading account assets | $0 | 252 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2007-12-31 | Rank | |
| Total securities | $14,967,000 | 5,155 |
| U.S. Government securities | $14,732,000 | 4,336 |
| U.S. Treasury securities | $0 | 1,146 |
| U.S. Government agency obligations | $14,732,000 | 4,245 |
| Securities issued by states & political subdivisions | $235,000 | 5,649 |
| Other domestic debt securities | $0 | 3,016 |
| Privately issued residential mortgage-backed securities | $0 | 1,490 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 272 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,243 |
| Foreign debt securities | $0 | 202 |
| Equity securities | $0 | 1,903 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,076,000 | 3,069 |
| Mortgage-backed securities | $470,000 | 5,752 |
| Certificates of participation in pools of residential mortgages | $446,000 | 5,384 |
| Issued or guaranteed by U.S. | $446,000 | 5,363 |
| Privately issued | $0 | 191 |
| Collaterized mortgage obligations | $24,000 | 3,532 |
| CMOs issued by government agencies or sponsored agencies | $24,000 | 3,201 |
| Privately issued | $0 | 1,403 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,223,000 | 1,824 |
| Available-for-sale securities (fair market value) | $10,744,000 | 5,317 |
| Total debt securities | $14,967,000 | 5,104 |
| Structured notes | ||
| Amortized cost | $0 | 2,424 |
| Fair value | $0 | 2,424 |
| Trading account assets | $0 | 237 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2007-09-30 | Rank | |
| Total securities | $16,912,000 | 4,903 |
| U.S. Government securities | $16,204,000 | 4,174 |
| U.S. Treasury securities | $0 | 1,235 |
| U.S. Government agency obligations | $16,204,000 | 4,088 |
| Securities issued by states & political subdivisions | $708,000 | 5,150 |
| Other domestic debt securities | $0 | 2,992 |
| Privately issued residential mortgage-backed securities | $0 | 1,466 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 271 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,218 |
| Foreign debt securities | $0 | 200 |
| Equity securities | $0 | 1,839 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,499,000 | 3,012 |
| Mortgage-backed securities | $507,000 | 5,654 |
| Certificates of participation in pools of residential mortgages | $478,000 | 5,268 |
| Issued or guaranteed by U.S. | $478,000 | 5,249 |
| Privately issued | $0 | 194 |
| Collaterized mortgage obligations | $29,000 | 3,498 |
| CMOs issued by government agencies or sponsored agencies | $29,000 | 3,158 |
| Privately issued | $0 | 1,378 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,223,000 | 1,871 |
| Available-for-sale securities (fair market value) | $12,689,000 | 5,019 |
| Total debt securities | $16,912,000 | 4,854 |
| Structured notes | ||
| Amortized cost | $0 | 2,643 |
| Fair value | $0 | 2,645 |
| Trading account assets | $0 | 244 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2007-06-30 | Rank | |
| Total securities | $16,840,000 | 4,905 |
| U.S. Government securities | $16,135,000 | 4,208 |
| U.S. Treasury securities | $0 | 1,362 |
| U.S. Government agency obligations | $16,135,000 | 4,106 |
| Securities issued by states & political subdivisions | $705,000 | 5,173 |
| Other domestic debt securities | $0 | 2,951 |
| Privately issued residential mortgage-backed securities | $0 | 1,429 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 267 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,192 |
| Foreign debt securities | $0 | 201 |
| Equity securities | $0 | 1,877 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,666,000 | 2,988 |
| Mortgage-backed securities | $553,000 | 5,619 |
| Certificates of participation in pools of residential mortgages | $514,000 | 5,240 |
| Issued or guaranteed by U.S. | $514,000 | 5,222 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $39,000 | 3,449 |
| CMOs issued by government agencies or sponsored agencies | $39,000 | 3,123 |
| Privately issued | $0 | 1,337 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,225,000 | 1,894 |
| Available-for-sale securities (fair market value) | $12,615,000 | 5,014 |
| Total debt securities | $16,840,000 | 4,862 |
| Structured notes | ||
| Amortized cost | $0 | 2,714 |
| Fair value | $0 | 2,715 |
| Trading account assets | $0 | 245 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2007-03-31 | Rank | |
| Total securities | $17,455,000 | 4,856 |
| U.S. Government securities | $16,751,000 | 4,130 |
| U.S. Treasury securities | $0 | 1,448 |
| U.S. Government agency obligations | $16,751,000 | 4,033 |
| Securities issued by states & political subdivisions | $704,000 | 5,228 |
| Other domestic debt securities | $0 | 2,981 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 298 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,233 |
| Foreign debt securities | $0 | 207 |
| Equity securities | $0 | 1,899 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,731,000 | 2,994 |
| Mortgage-backed securities | $597,000 | 5,596 |
| Certificates of participation in pools of residential mortgages | $547,000 | 5,218 |
| Issued or guaranteed by U.S. | $547,000 | 5,197 |
| Privately issued | $0 | 218 |
| Collaterized mortgage obligations | $50,000 | 3,418 |
| CMOs issued by government agencies or sponsored agencies | $50,000 | 3,113 |
| Privately issued | $0 | 1,292 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,225,000 | 1,927 |
| Available-for-sale securities (fair market value) | $13,230,000 | 4,931 |
| Total debt securities | $17,456,000 | 4,805 |
| Structured notes | ||
| Amortized cost | $0 | 2,791 |
| Fair value | $0 | 2,792 |
| Trading account assets | $0 | 267 |
| Revaluation gains on off-balance sheet contracts | $0 | 67 |
| Revaluation losses on off-balance sheet contracts | $0 | 64 |
| 2006-12-31 | Rank | |
| Total securities | $13,702,000 | 5,499 |
| U.S. Government securities | $12,999,000 | 4,853 |
| U.S. Treasury securities | $0 | 1,498 |
| U.S. Government agency obligations | $12,999,000 | 4,724 |
| Securities issued by states & political subdivisions | $703,000 | 5,245 |
| Other domestic debt securities | $0 | 3,032 |
| Privately issued residential mortgage-backed securities | $0 | 1,392 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 285 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,305 |
| Foreign debt securities | $0 | 210 |
| Equity securities | $0 | 1,944 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $12,731,000 | 2,989 |
| Mortgage-backed securities | $615,000 | 5,599 |
| Certificates of participation in pools of residential mortgages | $551,000 | 5,219 |
| Issued or guaranteed by U.S. | $551,000 | 5,200 |
| Privately issued | $0 | 208 |
| Collaterized mortgage obligations | $64,000 | 3,394 |
| CMOs issued by government agencies or sponsored agencies | $64,000 | 3,094 |
| Privately issued | $0 | 1,297 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,226,000 | 1,945 |
| Available-for-sale securities (fair market value) | $9,476,000 | 5,630 |
| Total debt securities | $13,703,000 | 5,450 |
| Structured notes | ||
| Amortized cost | $0 | 2,890 |
| Fair value | $0 | 2,890 |
| Trading account assets | $0 | 156 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2006-09-30 | Rank | |
| Total securities | $13,721,000 | 5,524 |
| U.S. Government securities | $13,018,000 | 4,897 |
| U.S. Treasury securities | $0 | 1,574 |
| U.S. Government agency obligations | $13,018,000 | 4,763 |
| Securities issued by states & political subdivisions | $703,000 | 5,279 |
| Other domestic debt securities | $0 | 3,090 |
| Privately issued residential mortgage-backed securities | $0 | 1,387 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 308 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,350 |
| Foreign debt securities | $0 | 214 |
| Equity securities | $0 | 1,983 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $13,215,000 | 2,900 |
| Mortgage-backed securities | $659,000 | 5,576 |
| Certificates of participation in pools of residential mortgages | $581,000 | 5,195 |
| Issued or guaranteed by U.S. | $581,000 | 5,171 |
| Privately issued | $0 | 214 |
| Collaterized mortgage obligations | $78,000 | 3,342 |
| CMOs issued by government agencies or sponsored agencies | $78,000 | 3,047 |
| Privately issued | $0 | 1,279 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,227,000 | 2,004 |
| Available-for-sale securities (fair market value) | $9,494,000 | 5,633 |
| Total debt securities | $13,722,000 | 5,476 |
| Structured notes | ||
| Amortized cost | $0 | 3,015 |
| Fair value | $0 | 3,015 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-06-30 | Rank | |
| Total securities | $13,768,000 | 5,531 |
| U.S. Government securities | $12,948,000 | 4,907 |
| U.S. Treasury securities | $0 | 1,634 |
| U.S. Government agency obligations | $12,948,000 | 4,774 |
| Securities issued by states & political subdivisions | $820,000 | 5,196 |
| Other domestic debt securities | $0 | 3,172 |
| Privately issued residential mortgage-backed securities | $0 | 1,398 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 304 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,433 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,017 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,752,000 | 3,115 |
| Mortgage-backed securities | $703,000 | 5,568 |
| Certificates of participation in pools of residential mortgages | $609,000 | 5,198 |
| Issued or guaranteed by U.S. | $609,000 | 5,174 |
| Privately issued | $0 | 211 |
| Collaterized mortgage obligations | $94,000 | 3,325 |
| CMOs issued by government agencies or sponsored agencies | $94,000 | 3,015 |
| Privately issued | $0 | 1,296 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,229,000 | 2,029 |
| Available-for-sale securities (fair market value) | $9,539,000 | 5,631 |
| Total debt securities | $13,770,000 | 5,481 |
| Structured notes | ||
| Amortized cost | $0 | 3,074 |
| Fair value | $0 | 3,074 |
| Trading account assets | $0 | 157 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 56 |
| 2006-03-31 | Rank | |
| Total securities | $13,959,000 | 5,545 |
| U.S. Government securities | $13,096,000 | 4,927 |
| U.S. Treasury securities | $0 | 1,715 |
| U.S. Government agency obligations | $13,096,000 | 4,790 |
| Securities issued by states & political subdivisions | $863,000 | 5,180 |
| Other domestic debt securities | $0 | 3,249 |
| Privately issued residential mortgage-backed securities | $0 | 1,386 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 314 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,544 |
| Foreign debt securities | $0 | 226 |
| Equity securities | $0 | 2,050 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,383,000 | 3,169 |
| Mortgage-backed securities | $788,000 | 5,532 |
| Certificates of participation in pools of residential mortgages | $676,000 | 5,174 |
| Issued or guaranteed by U.S. | $676,000 | 5,154 |
| Privately issued | $0 | 205 |
| Collaterized mortgage obligations | $112,000 | 3,303 |
| CMOs issued by government agencies or sponsored agencies | $112,000 | 2,990 |
| Privately issued | $0 | 1,290 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,269,000 | 2,044 |
| Available-for-sale securities (fair market value) | $9,690,000 | 5,653 |
| Total debt securities | $13,959,000 | 5,494 |
| Structured notes | ||
| Amortized cost | $0 | 3,063 |
| Fair value | $0 | 3,063 |
| Trading account assets | $0 | 154 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 57 |
| 2005-12-31 | Rank | |
| Total securities | $14,059,000 | 5,538 |
| U.S. Government securities | $13,194,000 | 4,899 |
| U.S. Treasury securities | $0 | 1,737 |
| U.S. Government agency obligations | $13,194,000 | 4,749 |
| Securities issued by states & political subdivisions | $865,000 | 5,208 |
| Other domestic debt securities | $0 | 3,344 |
| Privately issued residential mortgage-backed securities | $0 | 1,377 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 316 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,667 |
| Foreign debt securities | $0 | 223 |
| Equity securities | $0 | 2,073 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $11,185,000 | 3,183 |
| Mortgage-backed securities | $843,000 | 5,537 |
| Certificates of participation in pools of residential mortgages | $712,000 | 5,172 |
| Issued or guaranteed by U.S. | $712,000 | 5,151 |
| Privately issued | $0 | 216 |
| Collaterized mortgage obligations | $131,000 | 3,274 |
| CMOs issued by government agencies or sponsored agencies | $131,000 | 2,974 |
| Privately issued | $0 | 1,272 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,270,000 | 2,079 |
| Available-for-sale securities (fair market value) | $9,789,000 | 5,670 |
| Total debt securities | $14,058,000 | 5,491 |
| Structured notes | ||
| Amortized cost | $0 | 3,054 |
| Fair value | $0 | 3,056 |
| Trading account assets | $0 | 155 |
| Revaluation gains on off-balance sheet contracts | $0 | 60 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2005-09-30 | Rank | |
| Total securities | $14,634,000 | 5,429 |
| U.S. Government securities | $13,764,000 | 4,745 |
| U.S. Treasury securities | $0 | 1,786 |
| U.S. Government agency obligations | $13,764,000 | 4,611 |
| Securities issued by states & political subdivisions | $870,000 | 5,222 |
| Other domestic debt securities | $0 | 3,411 |
| Privately issued residential mortgage-backed securities | $0 | 1,366 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 326 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,738 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,096 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,709,000 | 3,424 |
| Mortgage-backed securities | $921,000 | 5,516 |
| Certificates of participation in pools of residential mortgages | $768,000 | 5,165 |
| Issued or guaranteed by U.S. | $768,000 | 5,148 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $153,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $153,000 | 2,961 |
| Privately issued | $0 | 1,254 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,271,000 | 2,097 |
| Available-for-sale securities (fair market value) | $10,363,000 | 5,534 |
| Total debt securities | $14,636,000 | 5,373 |
| Structured notes | ||
| Amortized cost | $0 | 3,005 |
| Fair value | $0 | 3,005 |
| Trading account assets | $0 | 146 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 47 |
| 2005-06-30 | Rank | |
| Total securities | $15,315,000 | 5,354 |
| U.S. Government securities | $14,441,000 | 4,667 |
| U.S. Treasury securities | $0 | 1,839 |
| U.S. Government agency obligations | $14,441,000 | 4,526 |
| Securities issued by states & political subdivisions | $874,000 | 5,196 |
| Other domestic debt securities | $0 | 3,466 |
| Privately issued residential mortgage-backed securities | $0 | 1,346 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 334 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,815 |
| Foreign debt securities | $0 | 234 |
| Equity securities | $0 | 2,107 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,810,000 | 3,391 |
| Mortgage-backed securities | $1,023,000 | 5,499 |
| Certificates of participation in pools of residential mortgages | $844,000 | 5,160 |
| Issued or guaranteed by U.S. | $844,000 | 5,139 |
| Privately issued | $0 | 223 |
| Collaterized mortgage obligations | $179,000 | 3,267 |
| CMOs issued by government agencies or sponsored agencies | $179,000 | 2,969 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,272,000 | 2,126 |
| Available-for-sale securities (fair market value) | $11,043,000 | 5,416 |
| Total debt securities | $15,314,000 | 5,297 |
| Structured notes | ||
| Amortized cost | $0 | 2,983 |
| Fair value | $0 | 2,982 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 46 |
| 2005-03-31 | Rank | |
| Total securities | $14,019,000 | 5,650 |
| U.S. Government securities | $12,945,000 | 5,005 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $12,945,000 | 4,855 |
| Securities issued by states & political subdivisions | $1,074,000 | 5,024 |
| Other domestic debt securities | $0 | 3,519 |
| Privately issued residential mortgage-backed securities | $0 | 1,341 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 320 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,887 |
| Foreign debt securities | $0 | 247 |
| Equity securities | $0 | 2,164 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $7,982,000 | 3,793 |
| Mortgage-backed securities | $1,105,000 | 5,511 |
| Certificates of participation in pools of residential mortgages | $895,000 | 5,175 |
| Issued or guaranteed by U.S. | $895,000 | 5,160 |
| Privately issued | $0 | 207 |
| Collaterized mortgage obligations | $210,000 | 3,269 |
| CMOs issued by government agencies or sponsored agencies | $210,000 | 2,987 |
| Privately issued | $0 | 1,232 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $4,415,000 | 2,125 |
| Available-for-sale securities (fair market value) | $9,604,000 | 5,782 |
| Total debt securities | $14,019,000 | 5,578 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,494 |
| Fair value | $500,000 | 2,496 |
| Trading account assets | $0 | 148 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 48 |
| 2004-12-31 | Rank | |
| Total securities | $9,201,000 | 6,632 |
| U.S. Government securities | $7,891,000 | 6,208 |
| U.S. Treasury securities | $0 | 1,963 |
| U.S. Government agency obligations | $7,891,000 | 6,067 |
| Securities issued by states & political subdivisions | $1,310,000 | 4,842 |
| Other domestic debt securities | $0 | 3,573 |
| Privately issued residential mortgage-backed securities | $0 | 1,332 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 328 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,966 |
| Foreign debt securities | $0 | 244 |
| Equity securities | $0 | 2,194 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,315,000 | 3,706 |
| Mortgage-backed securities | $1,194,000 | 5,508 |
| Certificates of participation in pools of residential mortgages | $953,000 | 5,165 |
| Issued or guaranteed by U.S. | $953,000 | 5,150 |
| Privately issued | $0 | 203 |
| Collaterized mortgage obligations | $241,000 | 3,268 |
| CMOs issued by government agencies or sponsored agencies | $241,000 | 2,980 |
| Privately issued | $0 | 1,227 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $674,000 | 3,459 |
| Available-for-sale securities (fair market value) | $8,527,000 | 6,004 |
| Total debt securities | $9,201,000 | 6,575 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,430 |
| Fair value | $503,000 | 2,429 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | $0 | 50 |
| 2004-09-30 | Rank | |
| Total securities | $10,248,000 | 6,442 |
| U.S. Government securities | $8,787,000 | 6,001 |
| U.S. Treasury securities | $0 | 1,990 |
| U.S. Government agency obligations | $8,787,000 | 5,853 |
| Securities issued by states & political subdivisions | $1,461,000 | 4,742 |
| Other domestic debt securities | $0 | 3,638 |
| Privately issued residential mortgage-backed securities | $0 | 1,306 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 349 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,039 |
| Foreign debt securities | $0 | 248 |
| Equity securities | $0 | 2,231 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,402,000 | 3,664 |
| Mortgage-backed securities | $1,274,000 | 5,461 |
| Certificates of participation in pools of residential mortgages | $1,027,000 | 5,114 |
| Issued or guaranteed by U.S. | $1,027,000 | 5,101 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $247,000 | 3,286 |
| CMOs issued by government agencies or sponsored agencies | $247,000 | 3,002 |
| Privately issued | $0 | 1,190 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $822,000 | 3,419 |
| Available-for-sale securities (fair market value) | $9,426,000 | 5,873 |
| Total debt securities | $10,248,000 | 6,369 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,417 |
| Fair value | $506,000 | 2,415 |
| Trading account assets | $0 | 149 |
| Revaluation gains on off-balance sheet contracts | $0 | 57 |
| Revaluation losses on off-balance sheet contracts | $0 | 55 |
| 2004-06-30 | Rank | |
| Total securities | $11,725,000 | 6,219 |
| U.S. Government securities | $10,125,000 | 5,734 |
| U.S. Treasury securities | $0 | 2,098 |
| U.S. Government agency obligations | $10,125,000 | 5,573 |
| Securities issued by states & political subdivisions | $1,600,000 | 4,655 |
| Other domestic debt securities | $0 | 3,741 |
| Privately issued residential mortgage-backed securities | $0 | 1,302 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 353 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,142 |
| Foreign debt securities | $0 | 251 |
| Equity securities | $0 | 2,274 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,270,000 | 3,229 |
| Mortgage-backed securities | $1,355,000 | 5,491 |
| Certificates of participation in pools of residential mortgages | $1,101,000 | 5,131 |
| Issued or guaranteed by U.S. | $1,101,000 | 5,117 |
| Privately issued | $0 | 225 |
| Collaterized mortgage obligations | $254,000 | 3,333 |
| CMOs issued by government agencies or sponsored agencies | $254,000 | 3,053 |
| Privately issued | $0 | 1,191 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $970,000 | 3,341 |
| Available-for-sale securities (fair market value) | $10,755,000 | 5,665 |
| Total debt securities | $11,725,000 | 6,145 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,383 |
| Fair value | $510,000 | 2,379 |
| Trading account assets | $0 | 153 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | $0 | 54 |
| 2004-03-31 | Rank | |
| Total securities | $12,092,000 | 6,109 |
| U.S. Government securities | $10,517,000 | 5,613 |
| U.S. Treasury securities | $0 | 2,082 |
| U.S. Government agency obligations | $10,517,000 | 5,469 |
| Securities issued by states & political subdivisions | $1,575,000 | 4,669 |
| Other domestic debt securities | $0 | 3,839 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 377 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,226 |
| Foreign debt securities | $0 | 264 |
| Equity securities | $0 | 2,298 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,682,000 | 3,323 |
| Mortgage-backed securities | $1,466,000 | 5,481 |
| Certificates of participation in pools of residential mortgages | $1,205,000 | 5,098 |
| Issued or guaranteed by U.S. | $1,205,000 | 5,084 |
| Privately issued | $0 | 230 |
| Collaterized mortgage obligations | $261,000 | 3,399 |
| CMOs issued by government agencies or sponsored agencies | $261,000 | 3,106 |
| Privately issued | $0 | 1,245 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $925,000 | 3,399 |
| Available-for-sale securities (fair market value) | $11,167,000 | 5,592 |
| Total debt securities | $12,092,000 | 6,028 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,158 |
| Fair value | $516,000 | 2,155 |
| Trading account assets | $0 | 144 |
| Revaluation gains on off-balance sheet contracts | $0 | 54 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2003-12-31 | Rank | |
| Total securities | $14,680,000 | 5,689 |
| U.S. Government securities | $12,969,000 | 5,083 |
| U.S. Treasury securities | $0 | 2,227 |
| U.S. Government agency obligations | $12,969,000 | 4,933 |
| Securities issued by states & political subdivisions | $1,711,000 | 4,591 |
| Other domestic debt securities | $0 | 3,890 |
| Privately issued residential mortgage-backed securities | $0 | 1,224 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 396 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,361 |
| Foreign debt securities | $0 | 283 |
| Equity securities | $0 | 2,350 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,449,000 | 3,274 |
| Mortgage-backed securities | $1,511,000 | 5,466 |
| Certificates of participation in pools of residential mortgages | $1,248,000 | 5,083 |
| Issued or guaranteed by U.S. | $1,248,000 | 5,065 |
| Privately issued | $0 | 248 |
| Collaterized mortgage obligations | $263,000 | 3,443 |
| CMOs issued by government agencies or sponsored agencies | $263,000 | 3,273 |
| Privately issued | $0 | 1,065 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,072,000 | 3,313 |
| Available-for-sale securities (fair market value) | $13,608,000 | 5,126 |
| Total debt securities | $14,680,000 | 5,601 |
| Structured notes | ||
| Amortized cost | $500,000 | 2,031 |
| Fair value | $519,000 | 2,021 |
| Trading account assets | $0 | 168 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 58 |
| 2003-09-30 | Rank | |
| Total securities | $16,064,000 | 5,346 |
| U.S. Government securities | $13,914,000 | 4,746 |
| U.S. Treasury securities | $503,000 | 1,857 |
| U.S. Government agency obligations | $13,411,000 | 4,687 |
| Securities issued by states & political subdivisions | $2,150,000 | 4,314 |
| Other domestic debt securities | $0 | 3,996 |
| Privately issued residential mortgage-backed securities | $0 | 1,304 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 413 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,464 |
| Foreign debt securities | $0 | 291 |
| Equity securities | $0 | 2,398 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,261,000 | 3,228 |
| Mortgage-backed securities | $1,573,000 | 5,432 |
| Certificates of participation in pools of residential mortgages | $1,288,000 | 5,057 |
| Issued or guaranteed by U.S. | $1,288,000 | 5,035 |
| Privately issued | $0 | 253 |
| Collaterized mortgage obligations | $285,000 | 3,494 |
| CMOs issued by government agencies or sponsored agencies | $285,000 | 3,313 |
| Privately issued | $0 | 1,143 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,510,000 | 3,111 |
| Available-for-sale securities (fair market value) | $14,554,000 | 4,920 |
| Total debt securities | $16,064,000 | 5,256 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,773 |
| Fair value | $521,000 | 1,759 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 63 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-06-30 | Rank | |
| Total securities | $11,758,000 | 6,104 |
| U.S. Government securities | $9,263,000 | 5,737 |
| U.S. Treasury securities | $506,000 | 1,869 |
| U.S. Government agency obligations | $8,757,000 | 5,709 |
| Securities issued by states & political subdivisions | $2,495,000 | 4,086 |
| Other domestic debt securities | $0 | 4,051 |
| Privately issued residential mortgage-backed securities | $0 | 1,363 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 431 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,493 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,650,000 | 3,116 |
| Mortgage-backed securities | $695,000 | 6,148 |
| Certificates of participation in pools of residential mortgages | $339,000 | 6,049 |
| Issued or guaranteed by U.S. | $339,000 | 6,028 |
| Privately issued | $0 | 256 |
| Collaterized mortgage obligations | $356,000 | 3,605 |
| CMOs issued by government agencies or sponsored agencies | $356,000 | 3,435 |
| Privately issued | $0 | 1,203 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,844,000 | 2,978 |
| Available-for-sale securities (fair market value) | $9,914,000 | 5,748 |
| Total debt securities | $11,758,000 | 6,011 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,576 |
| Fair value | $529,000 | 1,557 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 59 |
| 2003-03-31 | Rank | |
| Total securities | $12,048,000 | 6,084 |
| U.S. Government securities | $9,565,000 | 5,683 |
| U.S. Treasury securities | $508,000 | 1,893 |
| U.S. Government agency obligations | $9,057,000 | 5,655 |
| Securities issued by states & political subdivisions | $2,483,000 | 4,018 |
| Other domestic debt securities | $0 | 4,116 |
| Privately issued residential mortgage-backed securities | $0 | 1,390 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 451 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,546 |
| Foreign debt securities | $0 | 294 |
| Equity securities | $0 | 2,418 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,311,000 | 3,021 |
| Mortgage-backed securities | $847,000 | 6,054 |
| Certificates of participation in pools of residential mortgages | $369,000 | 6,009 |
| Issued or guaranteed by U.S. | $369,000 | 5,990 |
| Privately issued | $0 | 257 |
| Collaterized mortgage obligations | $478,000 | 3,595 |
| CMOs issued by government agencies or sponsored agencies | $478,000 | 3,429 |
| Privately issued | $0 | 1,231 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,848,000 | 3,033 |
| Available-for-sale securities (fair market value) | $10,200,000 | 5,679 |
| Total debt securities | $12,048,000 | 5,989 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,320 |
| Fair value | $526,000 | 1,296 |
| Trading account assets | $0 | 169 |
| Revaluation gains on off-balance sheet contracts | $0 | 61 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2002-12-31 | Rank | |
| Total securities | $12,251,000 | 6,015 |
| U.S. Government securities | $9,770,000 | 5,641 |
| U.S. Treasury securities | $510,000 | 1,992 |
| U.S. Government agency obligations | $9,260,000 | 5,586 |
| Securities issued by states & political subdivisions | $2,481,000 | 4,005 |
| Other domestic debt securities | $0 | 4,152 |
| Privately issued residential mortgage-backed securities | $0 | 1,406 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 466 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,582 |
| Foreign debt securities | $0 | 302 |
| Equity securities | $0 | 2,426 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $8,134,000 | 3,471 |
| Mortgage-backed securities | $1,001,000 | 5,935 |
| Certificates of participation in pools of residential mortgages | $402,000 | 5,955 |
| Issued or guaranteed by U.S. | $402,000 | 5,935 |
| Privately issued | $0 | 252 |
| Collaterized mortgage obligations | $599,000 | 3,490 |
| CMOs issued by government agencies or sponsored agencies | $599,000 | 3,336 |
| Privately issued | $0 | 1,253 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $1,852,000 | 3,100 |
| Available-for-sale securities (fair market value) | $10,399,000 | 5,632 |
| Total debt securities | $12,251,000 | 5,920 |
| Structured notes | ||
| Amortized cost | $500,000 | 1,148 |
| Fair value | $528,000 | 1,134 |
| Trading account assets | $0 | 170 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | $0 | 62 |
| 2001-12-31 | Rank | |
| Total securities | $16,653,000 | 5,080 |
| U.S. Government securities | $14,047,000 | 4,557 |
| U.S. Treasury securities | $0 | 3,182 |
| U.S. Government agency obligations | $14,047,000 | 4,339 |
| Securities issued by states & political subdivisions | $2,606,000 | 3,962 |
| Other domestic debt securities | $0 | 4,224 |
| Privately issued residential mortgage-backed securities | $0 | 1,514 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | $0 | 517 |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,579 |
| Foreign debt securities | $0 | 319 |
| Equity securities | $0 | 2,400 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $9,229,000 | 3,138 |
| Mortgage-backed securities | $1,353,000 | 5,664 |
| Certificates of participation in pools of residential mortgages | $535,000 | 5,670 |
| Issued or guaranteed by U.S. | $535,000 | 5,649 |
| Privately issued | $0 | 260 |
| Collaterized mortgage obligations | $818,000 | 3,458 |
| CMOs issued by government agencies or sponsored agencies | $818,000 | 3,291 |
| Privately issued | $0 | 1,359 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $2,664,000 | 2,921 |
| Available-for-sale securities (fair market value) | $13,989,000 | 4,764 |
| Total debt securities | $16,653,000 | 4,988 |
| Structured notes | ||
| Amortized cost | $0 | 883 |
| Fair value | $0 | 883 |
| Trading account assets | $0 | 182 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | $0 | 52 |
| 2000-12-31 | Rank | |
| Total securities | $17,738,000 | 5,041 |
| U.S. Government securities | $14,587,000 | 4,632 |
| U.S. Treasury securities | $0 | 4,186 |
| U.S. Government agency obligations | $14,587,000 | 4,317 |
| Securities issued by states & political subdivisions | $2,896,000 | 3,766 |
| Other domestic debt securities | $0 | 3,998 |
| Privately issued residential mortgage-backed securities | $0 | 1,552 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,386 |
| Foreign debt securities | NA | NA |
| Equity securities | $255,000 | 5,315 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $10,383,000 | 3,096 |
| Mortgage-backed securities | $1,679,000 | 4,983 |
| Certificates of participation in pools of residential mortgages | $735,000 | 5,095 |
| Issued or guaranteed by U.S. | $735,000 | 5,081 |
| Privately issued | $0 | 308 |
| Collaterized mortgage obligations | $944,000 | 2,921 |
| CMOs issued by government agencies or sponsored agencies | $944,000 | 2,769 |
| Privately issued | $0 | 1,355 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,022,000 | 3,406 |
| Available-for-sale securities (fair market value) | $14,716,000 | 4,664 |
| Total debt securities | $17,483,000 | 4,961 |
| Structured notes | ||
| Amortized cost | $0 | 935 |
| Fair value | $0 | 935 |
| Trading account assets | $0 | 175 |
| Revaluation gains on off-balance sheet contracts | $0 | 59 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1999-12-31 | Rank | |
| Total securities | $17,121,000 | 5,354 |
| U.S. Government securities | $13,060,000 | 5,229 |
| U.S. Treasury securities | $0 | 5,412 |
| U.S. Government agency obligations | $13,060,000 | 4,736 |
| Securities issued by states & political subdivisions | $3,858,000 | 3,424 |
| Other domestic debt securities | $0 | 3,983 |
| Privately issued residential mortgage-backed securities | $0 | 1,654 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,254 |
| Foreign debt securities | NA | NA |
| Equity securities | $203,000 | 5,674 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,180,000 | 5,006 |
| Mortgage-backed securities | $2,322,000 | 4,874 |
| Certificates of participation in pools of residential mortgages | $1,076,000 | 4,942 |
| Issued or guaranteed by U.S. | $1,076,000 | 4,926 |
| Privately issued | $0 | 307 |
| Collaterized mortgage obligations | $1,246,000 | 2,833 |
| CMOs issued by government agencies or sponsored agencies | $1,246,000 | 2,688 |
| Privately issued | $0 | 1,450 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $3,990,000 | 3,391 |
| Available-for-sale securities (fair market value) | $13,131,000 | 5,121 |
| Total debt securities | $16,918,000 | 5,284 |
| Structured notes | ||
| Amortized cost | $0 | 1,336 |
| Fair value | $0 | 1,336 |
| Trading account assets | $0 | 165 |
| Revaluation gains on off-balance sheet contracts | $0 | 52 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1998-12-31 | Rank | |
| Total securities | $14,604,000 | 5,885 |
| U.S. Government securities | $9,735,000 | 6,189 |
| U.S. Treasury securities | $405,000 | 6,218 |
| U.S. Government agency obligations | $9,330,000 | 5,491 |
| Securities issued by states & political subdivisions | $4,676,000 | 3,091 |
| Other domestic debt securities | $0 | 3,984 |
| Privately issued residential mortgage-backed securities | $0 | 1,703 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,174 |
| Foreign debt securities | NA | NA |
| Equity securities | $193,000 | 5,500 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $3,941,000 | 4,844 |
| Mortgage-backed securities | $1,985,000 | 5,329 |
| Certificates of participation in pools of residential mortgages | $691,000 | 5,670 |
| Issued or guaranteed by U.S. | $691,000 | 5,653 |
| Privately issued | $0 | 349 |
| Collaterized mortgage obligations | $1,294,000 | 3,032 |
| CMOs issued by government agencies or sponsored agencies | $1,294,000 | 2,898 |
| Privately issued | $0 | 1,474 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,084,000 | 3,091 |
| Available-for-sale securities (fair market value) | $8,520,000 | 6,194 |
| Total debt securities | $14,411,000 | 5,804 |
| Structured notes | ||
| Amortized cost | $0 | 1,636 |
| Fair value | $0 | 1,636 |
| Trading account assets | $0 | 197 |
| Revaluation gains on off-balance sheet contracts | $0 | 55 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1997-12-31 | Rank | |
| Total securities | $15,757,000 | 5,806 |
| U.S. Government securities | $11,774,000 | 5,887 |
| U.S. Treasury securities | $656,000 | 6,923 |
| U.S. Government agency obligations | $11,118,000 | 4,898 |
| Securities issued by states & political subdivisions | $3,952,000 | 3,235 |
| Other domestic debt securities | $0 | 3,912 |
| Privately issued residential mortgage-backed securities | $0 | 1,758 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 2,997 |
| Foreign debt securities | NA | NA |
| Equity securities | $31,000 | 7,367 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,191,000 | 4,895 |
| Mortgage-backed securities | $2,339,000 | 5,175 |
| Certificates of participation in pools of residential mortgages | $861,000 | 5,581 |
| Issued or guaranteed by U.S. | $861,000 | 5,563 |
| Privately issued | $0 | 394 |
| Collaterized mortgage obligations | $1,478,000 | 3,015 |
| CMOs issued by government agencies or sponsored agencies | $1,478,000 | 2,900 |
| Privately issued | $0 | 1,491 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $6,083,000 | 3,773 |
| Available-for-sale securities (fair market value) | $9,674,000 | 5,836 |
| Total debt securities | $15,726,000 | 5,690 |
| Structured notes | ||
| Amortized cost | $0 | 2,930 |
| Fair value | $0 | 2,930 |
| Trading account assets | $0 | 203 |
| Revaluation gains on off-balance sheet contracts | $0 | 56 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1996-12-31 | Rank | |
| Total securities | $13,329,000 | 6,896 |
| U.S. Government securities | $9,365,000 | 7,267 |
| U.S. Treasury securities | $658,000 | 7,802 |
| U.S. Government agency obligations | $8,707,000 | 5,947 |
| Securities issued by states & political subdivisions | $3,951,000 | 3,311 |
| Other domestic debt securities | $0 | 4,468 |
| Privately issued residential mortgage-backed securities | $0 | 2,101 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,340 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,000 | 7,957 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,882,000 | 4,214 |
| Mortgage-backed securities | $2,750,000 | 5,361 |
| Certificates of participation in pools of residential mortgages | $1,031,000 | 5,774 |
| Issued or guaranteed by U.S. | $1,031,000 | 5,759 |
| Privately issued | $0 | 472 |
| Collaterized mortgage obligations | $1,719,000 | 3,270 |
| CMOs issued by government agencies or sponsored agencies | $1,719,000 | 3,134 |
| Privately issued | $0 | 1,788 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $5,454,000 | 4,497 |
| Available-for-sale securities (fair market value) | $7,875,000 | 6,668 |
| Total debt securities | $13,316,000 | 6,773 |
| Structured notes | ||
| Amortized cost | $0 | 3,659 |
| Fair value | $0 | 3,659 |
| Trading account assets | $0 | 240 |
| Revaluation gains on off-balance sheet contracts | $0 | 71 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1995-12-31 | Rank | |
| Total securities | $14,262,000 | 6,905 |
| U.S. Government securities | $10,203,000 | 7,230 |
| U.S. Treasury securities | $498,000 | 9,516 |
| U.S. Government agency obligations | $9,705,000 | 5,589 |
| Securities issued by states & political subdivisions | $4,046,000 | 3,317 |
| Other domestic debt securities | $0 | 5,176 |
| Privately issued residential mortgage-backed securities | $0 | 2,563 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 3,947 |
| Foreign debt securities | NA | NA |
| Equity securities | $13,000 | 8,042 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $5,568,000 | 4,404 |
| Mortgage-backed securities | $1,407,000 | 6,827 |
| Certificates of participation in pools of residential mortgages | $649,000 | 6,693 |
| Issued or guaranteed by U.S. | $649,000 | 6,661 |
| Privately issued | $0 | 558 |
| Collaterized mortgage obligations | $758,000 | 4,539 |
| CMOs issued by government agencies or sponsored agencies | $758,000 | 4,370 |
| Privately issued | $0 | 2,213 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $7,591,000 | 4,026 |
| Available-for-sale securities (fair market value) | $6,671,000 | 7,281 |
| Total debt securities | $14,249,000 | 6,770 |
| Structured notes | ||
| Amortized cost | $1,201,000 | 2,357 |
| Fair value | $1,177,000 | 2,369 |
| Trading account assets | $0 | 261 |
| Revaluation gains on off-balance sheet contracts | $0 | 85 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1994-12-31 | Rank | |
| Total securities | $14,878,000 | 7,153 |
| U.S. Government securities | $10,772,000 | 7,428 |
| U.S. Treasury securities | $1,168,000 | 9,365 |
| U.S. Government agency obligations | $9,604,000 | 5,511 |
| Securities issued by states & political subdivisions | $4,097,000 | 3,396 |
| Other domestic debt securities | $0 | 5,820 |
| Privately issued residential mortgage-backed securities | $0 | 2,862 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 4,515 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,347 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,121,000 | 5,272 |
| Mortgage-backed securities | $1,500,000 | 7,138 |
| Certificates of participation in pools of residential mortgages | $742,000 | 6,879 |
| Issued or guaranteed by U.S. | $742,000 | 6,852 |
| Privately issued | $0 | 564 |
| Collaterized mortgage obligations | $758,000 | 4,870 |
| CMOs issued by government agencies or sponsored agencies | $758,000 | 4,667 |
| Privately issued | $0 | 2,507 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | $8,537,000 | 6,247 |
| Available-for-sale securities (fair market value) | $6,341,000 | 6,196 |
| Total debt securities | $14,869,000 | 7,052 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 286 |
| Revaluation gains on off-balance sheet contracts | $0 | 64 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1993-12-31 | Rank | |
| Total securities | $15,503,000 | 7,238 |
| U.S. Government securities | $11,702,000 | 7,363 |
| U.S. Treasury securities | $1,608,000 | 8,984 |
| U.S. Government agency obligations | $10,094,000 | 5,528 |
| Securities issued by states & political subdivisions | $3,792,000 | 3,696 |
| Other domestic debt securities | $0 | 6,562 |
| Privately issued residential mortgage-backed securities | $0 | 3,404 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,124 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,364 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,833,000 | 4,718 |
| Mortgage-backed securities | $1,450,000 | 7,860 |
| Certificates of participation in pools of residential mortgages | $967,000 | 7,152 |
| Issued or guaranteed by U.S. | $967,000 | 7,099 |
| Privately issued | $0 | 731 |
| Collaterized mortgage obligations | $483,000 | 5,788 |
| CMOs issued by government agencies or sponsored agencies | $483,000 | 5,548 |
| Privately issued | $0 | 2,902 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $15,494,000 | 7,094 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 330 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |
| 1992-12-31 | Rank | |
| Total securities | $16,416,000 | 6,956 |
| U.S. Government securities | $12,862,000 | 6,937 |
| U.S. Treasury securities | $4,005,000 | 6,602 |
| U.S. Government agency obligations | $8,857,000 | 5,978 |
| Securities issued by states & political subdivisions | $3,545,000 | 3,619 |
| Other domestic debt securities | $0 | 7,520 |
| Privately issued residential mortgage-backed securities | $0 | 4,133 |
| Commercial mortgage-backed securities - Total | NA | NA |
| Asset backed securities | NA | NA |
| Structured financial products - Total | NA | NA |
| Other domestic debt securities - All other | $0 | 5,875 |
| Foreign debt securities | NA | NA |
| Equity securities | $9,000 | 8,271 |
| Assets held in trading accounts for TFR Reporters | NA | NA |
| General valuation allowances for securities for TFR Reporters | NA | NA |
| Memoranda: | ||
| Pledged securities | $4,874,000 | 4,584 |
| Mortgage-backed securities | $2,733,000 | 6,974 |
| Certificates of participation in pools of residential mortgages | $1,450,000 | 6,842 |
| Issued or guaranteed by U.S. | $1,450,000 | 6,775 |
| Privately issued | $0 | 831 |
| Collaterized mortgage obligations | $1,283,000 | 4,692 |
| CMOs issued by government agencies or sponsored agencies | $1,283,000 | 4,326 |
| Privately issued | $0 | 3,547 |
| Commercial mortgage-backed securities | $0 | 1 |
| Commercial mortgage pass-through securities | NA | NA |
| Other commercial mortgage-backed securities | NA | NA |
| Held to maturity securities (book value) | NA | NA |
| Available-for-sale securities (fair market value) | NA | NA |
| Total debt securities | $16,407,000 | 6,851 |
| Structured notes | ||
| Amortized cost | NA | NA |
| Fair value | NA | NA |
| Trading account assets | $0 | 344 |
| Revaluation gains on off-balance sheet contracts | $0 | 1 |
| Revaluation losses on off-balance sheet contracts | NA | NA |